+11.8%
CRM vs SNOW
+97.9%
-86.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -4.4% | -2.4% | -2.0% | -3.7% |
| 30D | +28.1% | -1.0% | +29.1% | +28.2% |
| 3M | +48.8% | +36.9% | +12.0% | +35.7% |
| 6M | +28.3% | +83.4% | -55.1% | +5.7% |
| YTD | -6.0% | +50.0% | -56.0% | -18.2% |
| 1Y | +1.4% | +46.5% | -45.1% | -11.9% |
| 3Y | +11.8% | +93.3% | -81.5% | -17.5% |
| All | +11.8% | +97.9% | -86.0% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SNOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling